ProvidesTransformedQuasiMonteCarlo
class Object
trait Matchable
class Any
Type members
Classlikes
case class DistributionRandomVariableSpec(icdfProvider: HasInverseCdf) extends TransformingQuasiRandomVariableSpec
case class GammaQuasiRandomVariableSpecAlphaGeq1(alpha: Double, theta: Double) extends RejectionSampledGammaQuasiRandomVariable
case class GammaQuasiRandomVariableSpecAlphaLeq1(alpha: Double, theta: Double) extends RejectionSampledGammaQuasiRandomVariable
- Companion:
- object
class TransformedQuasiMonteCarloGenerator(val inVariables: List[QuasiRandomVariableSpec]) extends QuasiMonteCarloGenerator
Value members
Concrete methods
def quasiMonteCarloIntegrate(f: Array[Double] => Double)(variables: QuasiRandomVariableSpec*)(numSamples: Long): Double